+16.4%
AZN vs EXE
-18.4%
+34.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +2.7% |
| 7D | +11.5% | -4.7% | +16.2% | +11.4% |
| 30D | +20.8% | +1.0% | +19.7% | +20.6% |
| 3M | +21.5% | -5.6% | +27.1% | +21.4% |
| 6M | +3.0% | -12.3% | +15.3% | +2.6% |
| YTD | +3.9% | -19.5% | +23.4% | +5.0% |
| 1Y | +16.4% | -18.9% | +35.3% | +17.3% |
| All | +16.4% | -18.4% | +34.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling